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Probability and Probability Distributions: Mutually Exclusive and Not Mutually Exclusive Events
Probability and Probability Distributions: Mutually Exclusive and Not Mutually Exclusive Events
PROBABILITY AND
PROBABILITY
DISTRIBUTIONS
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Types of probability
• Classical approach
• Such as probability of getting head = 0.5
• Relative frequency approach
• We repeat experiments or runs
• Proportion of times the event has occurred in the given number of
trials under controlled condition
• More the number of trials more accuracy
• Subjective approach
• Example: its very cloudy, I think it will rain today
• With replacement and without replacement
• Probability of drawing a card = 1/52
• Probability of drawing second card = 1/51, if no replacement has
happened
• Probability of drawing second card = 1/52, if the first card was
replaced
A B
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• P(B|A) = P(BA)/P(A)
• Joint probability
• P(BA) = P(B|A)*P(A)
• Marginal probability
• P(B) = P(B|A) + P(B|C)
Probability distribution
Probability
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Poisson distribution
• Distribution of occurrence of an event
• A discrete probability distribution that expresses the
probability of a given number of events occurring in a
fixed interval of time and/or space, if these events occur
with a known average rate and independently of the time
since the last event.
• Example –
• Probability of rainfall in a certain time period in a region
• Probability of road crash on a certain stretch
• Probability that certain number of people will come to a water billing
facility
Poisson distribution
• Properties
• The experiment results in outcomes that can be classified as
successes or failures.
• The average number of successes (μ) that occurs in a specified region
is known.
• The probability that a success will occur is proportional to the size of
the region.
• The probability that a success will occur in an extremely small region is
virtually zero.
• Conditions
• The number of successes in two disjoint time intervals is independent.
• The probability of a success during a small time interval is proportional
to the entire length of the time interval.
• The mean of the Poisson distribution is equal to μ.
• The variance is also equal to μ.
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Continuous distribution
• The distribution is often abbreviated U(a,b),
with a and b being the maximum and minimum values.
• Assumes uniform distribution
• cumulative distribution function: The probability that a
real-valued random variable X with a given probability
distribution will be found at a value less than or equal to x.
• p-value: The probability of obtaining a test statistic at
least as extreme as the one that was actually observed,
assuming that the null hypothesis is true.
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Probability distributions
• Normal distribution
• Mean = 0 and standard deviation = 1
• If a data is normally distributed and has mean = 0 and sd = 1 then
we can use probability distribution table
Z-scores
• Problem?
• Not all dataset will have mean = 0 and SD = 1
• For example,
• Mean = 50 and SD = 20
• Then what to do?
• We can standardize the data such that mean = 0 and SD
=1
• Steps
• First we define data point with respect to mean values
• Second, we divide the resulting score by the standard deviation of
the data set such that identified SD = 1
• The resulting score is known as z-scores
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Shape of distribution
• Data: probability of occurrence of data point
• Look back to frequency distribution and percentiles
• What is percentile?
• For example, 20% chance of occurrence of a data point
• To generate them we might want to refer to probability
distributions
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